V-Lab: DCM Corp MF2-GARCH Volatility Analysis

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V-Lab

DCM Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.50% (-1.14%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1863	21.04
$β$	0.4936	30.67
$γ$	0.1799	8.79
$λ_{1}$	0.0140	2.63
$λ_{2}$	0.0462	4.83
$λ_{3}$	0.9538	99.25

Estimation Period:
Aug 18, 1999 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts